+379.1%
AVAV vs BWA
+101.5%
+277.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.4% | +7.2% | +10.8% |
| 7D | +3.2% | -0.6% | +3.8% | +3.7% |
| 30D | -7.4% | -16.1% | +8.7% | -1.7% |
| 3M | -32.0% | -24.6% | -7.4% | -25.4% |
| 6M | -24.6% | -15.7% | -8.9% | -20.4% |
| YTD | -47.5% | +15.1% | -62.6% | -51.4% |
| 1Y | -61.5% | +15.9% | -77.4% | -64.5% |
| 3Y | +5.5% | +67.1% | -61.6% | -17.1% |
| 5Y | +35.7% | +34.7% | +1.0% | +11.0% |
| 10Y | +379.1% | +99.5% | +279.6% | +253.6% |
| All | +379.1% | +101.5% | +277.6% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling